Applications of weak transport theory
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Publication:2073218
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Cites work
- C-cyclical monotonicity as a sufficient criterion for optimality in the multimarginal Monge-Kantorovich problem
- A land of monotone plenty
- A measure concentration inequality for contracting Markov chains
- A new class of costs for optimal transport planning
- A proof of the Caffarelli contraction theorem via entropic regularization
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Adapted Wasserstein distances and stability in mathematical finance
- Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
- Bounds for VIX futures given S{\&}P 500 smiles
- Canonical supermartingale couplings
- Causal transport in discrete time and applications
- Characterization of a class of weak transport-entropy inequalities on the line
- Computation of optimal transport and related hedging problems via penalization and neural networks
- Concentration of measure and isoperimetric inequalities in product spaces
- Curvature and transport inequalities for Markov chains in discrete spaces
- Cyclical monotonicity and the ergodic theorem
- Duality theorem for the stochastic optimal control problem
- Existence, duality, and cyclical monotonicity for weak transport costs
- From Hopf-Lax formula to optimal weak transfer plan
- Hamilton-Jacobi equations on graph and applications
- scientific article; zbMATH DE number 1807400 (Why is no real title available?)
- scientific article; zbMATH DE number 4063438 (Why is no real title available?)
- scientific article; zbMATH DE number 474678 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- I-divergence geometry of probability distributions and minimization problems
- Iterative Bregman projections for regularized transportation problems
- Kantorovich duality for general transport costs and applications
- Martingale Benamou-Brenier: a probabilistic perspective
- Model-independent bounds for option prices -- a mass transport approach
- Multimarginal Optimal Transport Maps for One–dimensional Repulsive Costs
- New concentration inequalities in product spaces
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
- On a mixture of Brenier and Strassen theorems
- On a problem of optimal transport under marginal martingale constraints
- On almost sure convergence results in stochastic calculus
- On optimality of \(c\)-cyclically monotone transference plans
- On the local structure of optimal measures in the multi-marginal optimal transportation problem
- On the Monge-Kantorovich problem with additional linear constraints
- Optimal Transport
- Optimal transport and Skorokhod embedding
- Optimal transportation under controlled stochastic dynamics
- Polar factorization and monotone rearrangement of vector‐valued functions
- Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
- Strong Duality for a Multiple-Good Monopolist
- The Existence of Probability Measures with Given Marginals
- The geometry of optimal transportation
- Transport-entropy inequalities on locally acting groups of permutations
- Weak monotone rearrangement on the line
Cited in
(30)- Existence of solutions to the nonlinear Kantorovich transportation problem
- Nonlinear Kantorovich problems with a parameter
- Weak monotone rearrangement on the line
- Existence, duality, and cyclical monotonicity for weak transport costs
- On Kantorovich problems with a parameter
- From Hopf-Lax formula to optimal weak transfer plan
- A survey of the Schrödinger problem and some of its connections with optimal transport
- WEAK LOCALIZATION AND ITS APPLICATIONS AS AN EXPERIMENTAL TOOL
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market
- On nonlinear Kantorovich problems with density constraints
- Weak Optimal Transport with Unnormalized Kernels
- Lipschitz continuity of the Wasserstein projections in the convex order on the line
- Stability of the weak martingale optimal transport problem
- The nonlinear Kantorovich transportation problem with nonconvex costs
- Applications of weak transport theory
- Hausdorff distances between couplings and optimal transportation
- Duality for the Kantorovich problem with a fixed barycenter and barycenters of functionals
- Continuous selection of approximate Monge solutions in the Kantorovich problem with a parameter
- Applications of optimal transportation. Abstracts from the workshop held February 4--9, 2024
- The Wasserstein space of stochastic processes
- On nonlinear Kantorovich problems for cost functions of special form
- Change of numeraire for weak martingale transport
- A Benamou-Brenier formula for transport distances between stationary random measures
- Risk measures based on weak optimal transport
- Martingale transports and Monge maps
- On the equivalence of static and dynamic weak optimal transport
- Wasserstein projections in the convex order: regularity and characterization in the quadratic Gaussian case
- Generalizing super/sub mot using weak ^1 transport
- Optimal transportation of vector measures
- Kantorovich-Rubinstein duality theory for the hessian
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